+7,765.4%
AMD vs MTUM
+307.2%
+7,458.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.0% | -6.8% | -5.6% |
| 7D | +18.9% | +6.6% | +12.3% | +8.3% |
| 30D | -6.4% | -10.8% | +4.4% | +15.5% |
| 3M | +10.6% | -13.8% | +24.4% | +45.2% |
| 6M | +19.9% | -10.7% | +30.6% | +53.7% |
| YTD | +149.4% | +9.1% | +140.3% | +142.5% |
| 1Y | +115.4% | +11.4% | +104.0% | +103.7% |
| 3Y | +357.3% | +88.8% | +268.5% | +105.3% |
| 5Y | +261.1% | +51.7% | +209.4% | +134.4% |
| All | +7,765.4% | +307.2% | +7,458.2% | +698.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling